For photonic devices, specifically for microwave photonic devices, structured materials have been fabricated by drilling regularly spaced holes into bulk materials; see, e.g., E. Yablonovitch et al., "Photonic Band Structures: the Face-centered Cubic Case", Physical Review Letters 58 (1989), p. 1950. Such structures interact preferentially with electromagnetic radiation having a wavelength which is on the order of the spacing between the holes.
In hole drilling, there are severe physical limitations as to structure thickness, hole diameter and spacing between the holes. Also, since drilled holes are necessarily straight, other crystal lattices, e.g. the diamond cubic lattice cannot be made in this fashion.